In your eyes, is there no privacy issue that when you send me a Bitcoin payment, I can see where your change went and what you're going to do with it afterwards? That I could trace a payment to a centralized exchange or an online shop and ask them which customer deposited from that address?
I would certainly prefer to mix the output or have mixed UTXOs in appropriate sizes already that I can spend in full, without generating change...
These are conspiracy theories! Who needs to know about the data who paid, no one! Who are you hiding from? Are you a trillionaire to hide from everyone? Michael Saylor hiding, Elon Musk? You don't have trillions in BTC, then why don't you have more money in your bank account than in BTC, scuttling around in the basement from bank employees? Mixers are only for scammers!